Between the party that believes in government and the party that hates it, the risks of a government shutdown are asymmetrical. Why would the Democrats, for example, shut down the national parks and take the blame for it? It might create a short-term high for the blue base, but that would wear off very quickly.
But there are parts of Trump’s government which clearly do more evil than good–the DOJ and ICE are the obvious examples. Why not limit the shutdown to them? That kind of shutdown would actually create some leverage against the administration on critical issues such as impoundment.
I don’t know if such a limited shutdown is practically possible, but if it is, it should be tried.